It is well known that vehicle air bags are commonly constructed as a module that can be readily mounted on the steering wheel. The module includes a base plate and an inner plate that suitably mount the folded air bag and its inflator, as well as mounting a cover that covers and conceals the folded bag. The air bag cover is of molded elastomeric construction and is designed to tear and bend in a predictable manner to open and move out of the way upon inflation of the air bag. It is known to attach the air bag cover to the plate by attachment legs that are molded integral with the cover and to have the attachment legs captured between the base plate and the inner plate.